V-Lab
Rumo SA MEM Volatility Analysis
Volatility Prediction for Friday, October 2nd, 2015:119.77% (-2.79%)
Analysis last updated: Friday, November 20, 2015 at 07:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 0.60 | |
| 0.0457 | 11.16 | |
| 0.9543 | 444.49 |
Estimation Period:
Jul 16, 2004 to Sep 25, 2015
Jul 16, 2004 to Sep 25, 2015